The effect of Heterogeneity on Financial Contagion due to Overlapping Portfolios

Opeoluwa Banwo, Fabio Caccioli, Paul Harrald, Francesca Medda. The effect of Heterogeneity on Financial Contagion due to Overlapping Portfolios. Advances in Complex Systems, 19(8):1-20, 2016. [doi]

Authors

Opeoluwa Banwo

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Fabio Caccioli

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Paul Harrald

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Francesca Medda

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